+209.9%
RTX vs EXE
+188.3%
+21.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -2.0% | -2.2% | +0.2% | -1.6% |
| 30D | -11.2% | -0.8% | -10.4% | -11.1% |
| 3M | +12.0% | +10.0% | +2.0% | +9.9% |
| 6M | -3.6% | -6.3% | +2.8% | -2.8% |
| YTD | +9.2% | -10.7% | +19.9% | +10.8% |
| 1Y | +29.7% | +2.7% | +27.0% | +27.3% |
| 3Y | +152.0% | +19.1% | +132.8% | +137.2% |
| 5Y | +165.8% | +105.4% | +60.3% | +112.6% |
| All | +209.9% | +188.3% | +21.7% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling